Monte Carlo and quasi-Monte Carlo methods 2004 : [proceedings of the 6th international conference, Juan-les-Pins, France, June 7-10, 2004]
This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti?c Computing which was held in conjunction with the Second International C- ference on Monte Carlo and Probabilistic Methods for Partial Di?erential Equations...
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| Altres autors: | , , |
| Format: | Livre numérique |
| Idioma: | Anglais |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Springer e-books
[20..].
Cham : Springer Nature |
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| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 12 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Monte Carlo and Quasi-Monte Carlo methods 2004, [proceedings of the 6th international conference, Juan-les-Pins, France, June 7-10, 2004], Harald Niederreiter, Denis Talay, editors, Berlin, Springer, 2006, 1 vol. (IX- 514 p.), 3-540-25541-9 |
Taula de continguts:
- Invariance Principles with Logarithmic Averaging for Ergodic Simulations Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains Weak Approximation of Stopped Dffusions Approximation of Stochastic Programming Problems The Asymptotic Distribution of Quadratic Discrepancies Weighted Star Discrepancy of Digital Nets in Prime Bases Explaining Effective Low-Dimensionality Selection Criteria for (Random) Generation of Digital (0,s)-Sequences Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations Myths of Computer Graphics Illumination in the Presence of Weak Singularities Irradiance Filtering for Monte Carlo Ray Tracing On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions Lattice Rules for Multivariate Approximation in the Worst Case Setting Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space Experimental Designs Using Digital Nets with Small Numbers of Points Concentration Inequalities for Euler Schemes Fast Component-by-Component Construction, a Reprise for Different Kernels A Reversible Jump MCMC Sampler for Object Detection in Image Processing Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in